JNGLX vs. LOGSX
JNGLX (Janus Henderson Global Life Sciences Fund) and LOGSX (Live Oak Health Sciences Fund) are both Health & Biotech Equities funds. Over the past 10 years, JNGLX returned 11.05%/yr vs 7.42%/yr for LOGSX. Their correlation of 0.84 means they have usually moved in the same direction. JNGLX charges 0.80%/yr vs 1.02%/yr for LOGSX.
Performance
JNGLX vs. LOGSX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with JNGLX having a 8.15% return and LOGSX slightly higher at 8.33%. Over the past 10 years, JNGLX has outperformed LOGSX with an annualized return of 11.05%, while LOGSX has yielded a comparatively lower 7.42% annualized return.
JNGLX
- 1D
- -1.26%
- 1M
- -2.95%
- 6M
- 6.38%
- YTD
- 8.15%
- 1Y
- 39.39%
- 3Y*
- 13.10%
- 5Y*
- 8.40%
- 10Y*
- 11.05%
- ALL TIME*
- 11.48%
LOGSX
- 1D
- -1.12%
- 1M
- -0.47%
- 6M
- 5.28%
- YTD
- 8.33%
- 1Y
- 28.56%
- 3Y*
- 10.98%
- 5Y*
- 6.91%
- 10Y*
- 7.42%
- ALL TIME*
- 7.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JNGLX vs. LOGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNGLX Janus Henderson Global Life Sciences Fund | 8.15% | 24.84% | 3.60% | 7.51% | -2.69% | 6.78% | 25.66% | 29.20% | 4.17% | 22.13% |
LOGSX Live Oak Health Sciences Fund | 8.33% | 19.63% | 0.16% | 1.21% | 3.71% | 17.59% | 6.01% | 18.98% | -3.84% | 13.42% |
Correlation
The correlation between JNGLX and LOGSX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2001 | 0.84 |
The correlation between JNGLX and LOGSX has been stable across timeframes, ranging from 0.78 to 0.84 - a consistent structural relationship.
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Return for Risk
JNGLX vs. LOGSX — Risk / Return Rank
JNGLX
LOGSX
JNGLX vs. LOGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Life Sciences Fund (JNGLX) and Live Oak Health Sciences Fund (LOGSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JNGLX | LOGSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.34 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.17 | 3.62 | +0.54 |
| Martin ratioReturn relative to average drawdown | 13.00 | 9.26 | +3.74 |
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Drawdowns
JNGLX vs. LOGSX - Drawdown Comparison
The maximum JNGLX drawdown since its inception was -59.00%, which is greater than LOGSX's maximum drawdown of -45.85%. Use the drawdown chart below to compare losses from any high point for JNGLX and LOGSX.
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Drawdown Indicators
| JNGLX | LOGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.00% | -45.85% | -13.15% |
Max Drawdown (1Y)Largest decline over 1 year | -9.68% | -8.13% | -1.55% |
Max Drawdown (3Y)Largest decline over 3 years | -21.17% | -14.33% | -6.84% |
Max Drawdown (5Y)Largest decline over 5 years | -22.21% | -15.03% | -7.18% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -27.28% | -0.09% |
Current DrawdownCurrent decline from peak | -3.74% | -2.19% | -1.55% |
Average DrawdownAverage peak-to-trough decline | -17.55% | -7.57% | -9.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 3.18% | -0.08% |
Volatility
JNGLX vs. LOGSX - Volatility Comparison
Janus Henderson Global Life Sciences Fund (JNGLX) and Live Oak Health Sciences Fund (LOGSX) have volatilities of 5.39% and 5.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNGLX | LOGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 5.51% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 11.27% | +1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.81% | 14.88% | +0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.11% | 14.44% | +1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.38% | 16.19% | +1.19% |
JNGLX vs. LOGSX - Expense Ratio Comparison
JNGLX has a 0.80% expense ratio, which is lower than LOGSX's 1.02% expense ratio.
Dividends
JNGLX vs. LOGSX - Dividend Comparison
JNGLX's dividend yield for the trailing twelve months is around 4.22%, more than LOGSX's 1.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNGLX Janus Henderson Global Life Sciences Fund | 4.22% | 4.56% | 5.84% | 4.26% | 0.25% | 9.85% | 7.80% | 6.23% | 13.32% | 0.89% | 0.30% | 8.81% |
LOGSX Live Oak Health Sciences Fund | 1.91% | 2.07% | 2.64% | 6.28% | 0.55% | 7.02% | 7.04% | 0.85% | 15.20% | 6.45% | 2.10% | 15.52% |
Frequently Asked Questions
JNGLX and LOGSX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LOGSX has higher volatility (5.51%) compared to JNGLX (5.39%). In terms of maximum drawdown, JNGLX dropped -59.00% vs LOGSX's -45.85%.
JNGLX currently has the higher Sharpe Ratio (2.57 vs 2.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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